+126.7%
WFC vs CPB
-38.5%
+165.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.4% |
| 7D | +1.1% | -8.2% | +9.3% | +1.9% |
| 30D | +0.8% | -5.6% | +6.4% | +1.3% |
| 3M | +9.3% | +3.0% | +6.3% | +8.7% |
| 6M | +10.6% | -12.7% | +23.3% | +11.9% |
| YTD | -4.1% | -18.0% | +13.9% | -2.5% |
| 1Y | +13.6% | -31.7% | +45.3% | +18.0% |
| 3Y | +130.7% | -41.0% | +171.7% | +141.2% |
| 5Y | +126.7% | -38.4% | +165.1% | +127.6% |
| All | +126.7% | -38.5% | +165.2% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling